Asset market linkages in crisis periods P Hartmann, S Straetmans, CG Vries Review of Economics and Statistics 86 (1), 313-326, 2004 | 902 | 2004 |
Banking system stability: A cross-Atlantic perspective P Hartmann, S Straetmans, C De Vries National Bureau of Economic Research, 2005 | 273 | 2005 |
On measuring synchronization of bulls and bears: The case of East Asia B Candelon, J Piplack, S Straetmans Journal of banking & finance 32 (6), 1022-1035, 2008 | 226 | 2008 |
An analytic approach to credit risk of large corporate bond and loan portfolios A Lucas, P Klaassen, P Spreij, S Straetmans Journal of Banking & Finance 25 (9), 1635-1664, 2001 | 188 | 2001 |
Extreme US stock market fluctuations in the wake of 9/11 STM Straetmans, WFC Verschoor, CCP Wolff Journal of Applied Econometrics 23 (1), 17-42, 2008 | 169 | 2008 |
Extreme financial returns and their comovements STM Straetmans | 61 | 1998 |
Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis S Straetmans, SM Chaudhry Journal of International Money and Finance 58, 191-223, 2015 | 59 | 2015 |
Testing for multiple regimes in the tail behavior of emerging currency returns B Candelon, S Straetmans Journal of International Money and Finance 25 (7), 1187-1205, 2006 | 55 | 2006 |
The Amsterdam rent index: The housing market and the economy, 1550–1850 P Eichholtz, S Straetmans, M Theebe Journal of Housing Economics 21 (4), 269-282, 2012 | 52 | 2012 |
Heavy tails and currency crises P Hartmann, S Straetmans, CG de Vries Journal of Empirical Finance 17 (2), 241-254, 2010 | 48 | 2010 |
A global perspective on extreme currency linkages P Hartmann, S Straetmans, C de Vries | 46 | 2003 |
Extremal spillovers in equity markets STM Straetmans Extremes and Integrated Risk Management, 187-205, 2000 | 32 | 2000 |
Tail behaviour of credit loss distributions for general latent factor models A Lucas, P Klaassen, P Spreij, S Straetmans Applied Mathematical Finance 10 (4), 337-357, 2003 | 30 | 2003 |
Comovements of different asset classes during market stress J Piplack, S Straetmans Pacific Economic Review 15 (3), 385-400, 2010 | 29 | 2010 |
Multivariate business cycle synchronization in small samples B Candelon, J Piplack, S Straetmans Oxford Bulletin of Economics and Statistics 71 (5), 715-737, 2009 | 28 | 2009 |
Move a little closer? Information sharing and the spatial clustering of bank branches S Qi, R De Haas, S Ongena, S Straetmans, T Vadasz EBRD Working Paper, 2023 | 25 | 2023 |
Inflation Protection from Homeownership: Long‐Run Evidence, 1814–2008 D Brounen, P Eichholtz, S Staetmans, M Theebe Real Estate Economics 42 (3), 662-689, 2014 | 22 | 2014 |
Predicting and capitalizing on stock market bears in the US B Candelon, J Ahmed, S Straetmans Department of Research, Ipag Business School Working Papers, 2014 | 22 | 2014 |
Big news in small samples P Schotman, S Straetmans, C de Vries Discussion paper/Tinbergen Institute, 1997 | 21 | 1997 |
Business and financial cycles in the Eurozone: Synchronization or decoupling J Ahmed, SM Chaudhry, S Straetmans The Manchester School 86 (3), 358-389, 2018 | 20 | 2018 |